Why is voltage briefly exceeds Zener then drops down to steady voltage?

Question:

I want to apply a current of 10 uA to my Zener diode and clamp the voltage at 39 V. However, I have noticed that when the temperature is low, the voltage briefly exceeds the Zener voltage and then drops back down to the constant voltage. Why is this?

Answer:

Zener diodes are elements that operate based on two physical effects: the tunnel effect and the avalanche effect (electronic avalanche).
The tunnel effect is a phenomenon whereby electrons tunnel through to the depletion layer that becomes larger when reverse bias is applied to the PN junction.
The avalanche effect is a phenomenon whereby free electrons colliding with a silicon crystal bump off covalently-linked electrons, causing an escalating increase in the number of free electrons.
In diodes in which the Zener voltage is less than about 5.1 V, the tunnel effect is dominant. In those in which the Zener voltage is higher than this, the avalanche effect becomes dominant. This is why the temperature coefficient of the Zener voltage is negative up to about 5.1 V and then becomes positive beyond that.

Thermal energy also causes free electrons to be released from the silicon crystal. With a Zener voltage of 39 V, the voltage is at a sufficient level to cause a tunnel effect even when only 10 uA flows. However, an avalanche effect is also required. If there is insufficient current at a low temperature, the voltage might briefly rise without breakdown occurring until the avalanche effect is triggered. Factors such as an increase of the current caused by rise of voltage and an increase of the temperature in the chip caused by the flowing current can also trigger the avalanche effect.